NSIDX vs. NSRIX
Compare and contrast key facts about Northern Small Cap Index Fund (NSIDX) and Northern Global Sustainability Index Fund (NSRIX).
NSIDX is managed by Northern Funds. It was launched on Sep 3, 1999. NSRIX is managed by Northern Funds. It was launched on Mar 4, 2008.
Performance
NSIDX vs. NSRIX - Performance Comparison
Loading graphics...
NSIDX vs. NSRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | 0.90% | 12.88% | 11.45% | 16.87% | -20.63% | 14.38% | 19.59% | 25.22% | -11.33% | 14.62% |
NSRIX Northern Global Sustainability Index Fund | -4.47% | 21.03% | 17.02% | 25.44% | -19.45% | 24.60% | 15.49% | 28.29% | -7.65% | 21.21% |
Returns By Period
In the year-to-date period, NSIDX achieves a 0.90% return, which is significantly higher than NSRIX's -4.47% return. Over the past 10 years, NSIDX has underperformed NSRIX with an annualized return of 9.66%, while NSRIX has yielded a comparatively higher 11.73% annualized return.
NSIDX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.90%
- 6M
- 2.89%
- 1Y
- 25.73%
- 3Y*
- 13.02%
- 5Y*
- 3.32%
- 10Y*
- 9.66%
NSRIX
- 1D
- 3.03%
- 1M
- -6.03%
- YTD
- -4.47%
- 6M
- -1.31%
- 1Y
- 19.52%
- 3Y*
- 16.16%
- 5Y*
- 9.78%
- 10Y*
- 11.73%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NSIDX vs. NSRIX - Expense Ratio Comparison
NSIDX has a 0.10% expense ratio, which is lower than NSRIX's 0.29% expense ratio.
Return for Risk
NSIDX vs. NSRIX — Risk / Return Rank
NSIDX
NSRIX
NSIDX vs. NSRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Small Cap Index Fund (NSIDX) and Northern Global Sustainability Index Fund (NSRIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| NSIDX | NSRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.18 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.79 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.25 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.63 | 5.53 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NSIDX | NSRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.18 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.60 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.42 | -0.10 |
Correlation
The correlation between NSIDX and NSRIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NSIDX vs. NSRIX - Dividend Comparison
NSIDX's dividend yield for the trailing twelve months is around 1.56%, less than NSRIX's 5.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSIDX Northern Small Cap Index Fund | 1.56% | 1.57% | 6.72% | 2.01% | 6.38% | 12.15% | 3.52% | 1.78% | 12.16% | 6.55% | 4.06% | 6.68% |
NSRIX Northern Global Sustainability Index Fund | 5.92% | 5.66% | 5.55% | 1.57% | 1.90% | 5.26% | 1.62% | 2.70% | 3.46% | 3.14% | 3.46% | 3.79% |
Drawdowns
NSIDX vs. NSRIX - Drawdown Comparison
The maximum NSIDX drawdown since its inception was -59.02%, which is greater than NSRIX's maximum drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for NSIDX and NSRIX.
Loading graphics...
Drawdown Indicators
| NSIDX | NSRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -55.30% | -3.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.13% | -10.97% | -3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -27.86% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -33.66% | -8.43% |
Current DrawdownCurrent decline from peak | -7.91% | -7.64% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -8.52% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.95% | +0.98% |
Volatility
NSIDX vs. NSRIX - Volatility Comparison
Northern Small Cap Index Fund (NSIDX) has a higher volatility of 7.48% compared to Northern Global Sustainability Index Fund (NSRIX) at 5.96%. This indicates that NSIDX's price experiences larger fluctuations and is considered to be riskier than NSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NSIDX | NSRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 5.96% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 9.99% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.20% | 17.42% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.24% | 16.38% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 17.09% | +7.13% |